|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue June 23, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul09 |
090623 |
1152.25 |
1182.00 |
1152.25 |
1179.00 |
+27.50 |
67,108 |
80,302 |
-5,141 |
Aug09 |
090623 |
1085.00 |
1116.00 |
1085.00 |
1114.00 |
+24.00 |
16,947 |
58,580 |
+2,395 |
Sep09 |
090623 |
1024.00 |
1048.00 |
1023.25 |
1048.00 |
+25.00 |
4,228 |
18,048 |
+924 |
Nov09 |
090623 |
979.25 |
1005.75 |
979.00 |
1004.50 |
+23.50 |
45,505 |
225,142 |
+3,492 |
Jan10 |
090623 |
988.00 |
1013.00 |
988.00 |
1012.00 |
+23.50 |
2,334 |
24,490 |
+39 |
Mar10 |
090623 |
991.00 |
1008.25 |
990.75 |
1008.25 |
+23.00 |
1,404 |
17,123 |
-408 |
May10 |
090623 |
973.00 |
997.00 |
973.00 |
996.50 |
+23.50 |
1,106 |
8,616 |
-36 |
Total Volume and Open Interest |
141,699 |
462,230 |
+2,128 |
Soybean Meal(CBOT) |
Jul09 |
090623 |
377.50 |
389.00 |
375.70 |
388.50 |
+11.50 |
28,225 |
37,787 |
-7,354 |
Aug09 |
090623 |
350.70 |
361.60 |
350.40 |
361.60 |
+9.30 |
10,498 |
25,903 |
+29 |
Sep09 |
090623 |
325.00 |
334.60 |
325.00 |
334.60 |
+7.60 |
3,111 |
20,979 |
+497 |
Oct09 |
090623 |
306.00 |
314.50 |
300.90 |
314.50 |
+8.00 |
1,558 |
17,210 |
-84 |
Dec09 |
090623 |
300.50 |
309.10 |
299.40 |
308.30 |
+7.30 |
13,815 |
67,101 |
+2,267 |
Jan10 |
090623 |
296.90 |
305.00 |
296.90 |
304.40 |
+6.90 |
1,104 |
4,944 |
+71 |
Mar10 |
090623 |
295.00 |
301.00 |
295.00 |
300.40 |
+6.60 |
392 |
4,198 |
-29 |
May10 |
090623 |
290.80 |
296.00 |
290.80 |
295.40 |
+7.10 |
63 |
5,518 |
+8 |
Total Volume and Open Interest |
58,899 |
187,974 |
-4,555 |
Soybean Oil(CBOT) |
Jul09 |
090623 |
35.95 |
36.95 |
35.90 |
36.93 |
+1.00 |
26,788 |
52,820 |
-1,939 |
Aug09 |
090623 |
36.19 |
37.08 |
36.05 |
37.08 |
+1.01 |
7,340 |
36,182 |
-188 |
Sep09 |
090623 |
36.26 |
37.25 |
36.20 |
37.25 |
+1.02 |
4,814 |
29,462 |
+685 |
Oct09 |
090623 |
36.71 |
37.40 |
36.70 |
37.40 |
+1.03 |
1,676 |
15,241 |
+440 |
Dec09 |
090623 |
36.76 |
37.76 |
36.70 |
37.76 |
+1.03 |
12,897 |
93,551 |
+1,514 |
Jan10 |
090623 |
37.05 |
38.09 |
37.05 |
38.09 |
+1.05 |
493 |
7,607 |
+132 |
Mar10 |
090623 |
37.78 |
38.34 |
37.60 |
38.34 |
+1.06 |
198 |
3,062 |
-52 |
May10 |
090623 |
37.76 |
38.46 |
37.75 |
38.46 |
+1.05 |
524 |
3,899 |
+117 |
Total Volume and Open Interest |
55,564 |
251,106 |
+1,129 |
Canola(WCE) |
Jul09 |
090623 |
457.5 |
465.0 |
457.5 |
463.4 |
+5.3 |
2,442 |
17,433 |
-661 |
Nov09 |
090623 |
454.1 |
461.0 |
446.0 |
458.1 |
+4.0 |
5,305 |
82,656 |
+62 |
Jan10 |
090623 |
458.9 |
462.6 |
458.9 |
462.6 |
+3.8 |
13 |
8,818 |
-5 |
Mar10 |
090623 |
466.9 |
466.9 |
466.9 |
466.9 |
+3.8 |
0 |
1,462 |
+0 |
May10 |
090623 |
468.0 |
468.0 |
468.0 |
468.0 |
+3.8 |
0 |
496 |
+0 |
Total Volume and Open Interest |
7,760 |
111,462 |
-604 |
Corn(CBOT) |
Jul09 |
090623 |
387.00 |
389.75 |
380.50 |
389.00 |
+3.75 |
93,048 |
175,767 |
-7,115 |
Sep09 |
090623 |
394.25 |
398.00 |
389.00 |
397.25 |
+3.75 |
45,978 |
252,373 |
+7,161 |
Dec09 |
090623 |
406.25 |
409.75 |
401.00 |
409.00 |
+3.50 |
78,226 |
361,458 |
+6,283 |
Mar10 |
090623 |
417.25 |
421.00 |
412.75 |
420.50 |
+3.50 |
7,755 |
59,801 |
+363 |
May10 |
090623 |
427.50 |
429.25 |
421.25 |
428.50 |
+3.50 |
1,721 |
12,604 |
+885 |
Jul10 |
090623 |
435.00 |
436.25 |
429.50 |
435.50 |
+3.00 |
2,676 |
36,253 |
+583 |
Total Volume and Open Interest |
234,675 |
968,125 |
+10,350 |
Wheat(CBOT) |
Jul09 |
090623 |
546.00 |
552.25 |
540.75 |
546.75 |
+0.75 |
35,548 |
64,687 |
-3,518 |
Sep09 |
090623 |
575.75 |
581.25 |
570.00 |
575.75 |
+0.75 |
17,498 |
128,515 |
+2,266 |
Dec09 |
090623 |
600.25 |
608.00 |
596.25 |
600.50 |
-1.00 |
16,740 |
86,515 |
+704 |
Mar10 |
090623 |
616.00 |
623.00 |
614.00 |
617.50 |
-1.00 |
1,827 |
11,105 |
+554 |
May10 |
090623 |
627.25 |
630.25 |
625.00 |
628.75 |
-1.50 |
61 |
1,120 |
+1 |
Total Volume and Open Interest |
74,027 |
334,755 |
+282 |
Wheat(KCBT) |
Jul09 |
090623 |
604.00 |
609.75 |
601.00 |
604.00 |
unch |
8,298 |
22,608 |
-937 |
Sep09 |
090623 |
614.00 |
620.00 |
612.00 |
614.50 |
+0.50 |
4,006 |
30,534 |
+843 |
Dec09 |
090623 |
629.75 |
636.00 |
627.75 |
630.00 |
+0.25 |
3,258 |
29,013 |
+35 |
Mar10 |
090623 |
648.00 |
650.50 |
643.25 |
645.25 |
+0.25 |
383 |
2,612 |
+88 |
May10 |
090623 |
653.00 |
657.75 |
652.25 |
653.75 |
+2.75 |
4 |
458 |
-4 |
Total Volume and Open Interest |
16,237 |
95,805 |
+45 |
Wheat(MGE) |
Jul09 |
090623 |
693.00 |
703.75 |
690.00 |
701.50 |
+8.00 |
1,423 |
3,700 |
-1,035 |
Sep09 |
090623 |
689.75 |
697.50 |
687.00 |
693.25 |
+3.50 |
2,216 |
12,848 |
+287 |
Dec09 |
090623 |
701.50 |
708.00 |
699.00 |
705.00 |
+3.50 |
1,088 |
9,247 |
+122 |
Mar10 |
090623 |
713.00 |
719.25 |
711.00 |
715.75 |
+2.50 |
446 |
2,489 |
+78 |
May10 |
090623 |
718.50 |
724.25 |
717.25 |
719.50 |
+0.50 |
337 |
780 |
+190 |
Total Volume and Open Interest |
5,691 |
34,546 |
-353 |
Oats(CBOT) |
Jul09 |
090623 |
204.25 |
208.00 |
202.75 |
208.00 |
+4.50 |
330 |
2,658 |
-33 |
Sep09 |
090623 |
212.75 |
217.50 |
211.75 |
217.50 |
+4.50 |
275 |
2,538 |
+55 |
Dec09 |
090623 |
226.75 |
231.00 |
225.00 |
231.00 |
+4.50 |
1,699 |
7,617 |
+253 |
Mar10 |
090623 |
239.25 |
244.00 |
238.50 |
244.00 |
+4.50 |
1,069 |
1,194 |
+1,049 |
Total Volume and Open Interest |
3,373 |
14,008 |
+1,324 |
Rough Rice(CBOT) |
Jul09 |
090623 |
12.19 |
12.39 |
12.10 |
12.34 |
+0.19 |
262 |
1,523 |
-65 |
Sep09 |
090623 |
12.21 |
12.53 |
12.12 |
12.42 |
+0.25 |
268 |
4,274 |
-86 |
Nov09 |
090623 |
12.22 |
12.54 |
12.20 |
12.48 |
+0.27 |
18 |
1,980 |
+4 |
Jan10 |
090623 |
12.58 |
12.63 |
12.44 |
12.63 |
+0.19 |
0 |
262 |
+0 |
Total Volume and Open Interest |
568 |
8,455 |
-129 |
Live Cattle(CME) |
Jun09 |
090623 |
81.475 |
81.900 |
81.450 |
81.850 |
+0.375 |
1,319 |
6,149 |
-589 |
Aug09 |
090623 |
82.830 |
83.600 |
82.580 |
83.330 |
+0.480 |
11,833 |
108,394 |
-156 |
Oct09 |
090623 |
88.250 |
88.900 |
88.250 |
88.785 |
+0.250 |
4,672 |
57,120 |
+1,222 |
Dec09 |
090623 |
88.950 |
89.550 |
88.950 |
89.350 |
+0.300 |
1,840 |
26,385 |
+512 |
Feb10 |
090623 |
89.850 |
90.230 |
89.635 |
90.035 |
+0.485 |
796 |
9,783 |
-305 |
Apr10 |
090623 |
91.035 |
91.550 |
90.750 |
91.400 |
+0.320 |
684 |
5,040 |
+489 |
Total Volume and Open Interest |
21,194 |
214,632 |
+1,211 |
Feeder Cattle(CME) |
Aug09 |
090623 |
98.800 |
99.900 |
98.750 |
99.700 |
+0.770 |
1,338 |
14,653 |
-238 |
Sep09 |
090623 |
99.050 |
99.850 |
99.000 |
99.785 |
+0.900 |
436 |
2,165 |
+21 |
Oct09 |
090623 |
99.135 |
99.650 |
98.900 |
99.550 |
+0.500 |
377 |
4,591 |
+55 |
Nov09 |
090623 |
99.500 |
99.750 |
98.950 |
99.700 |
+0.400 |
107 |
1,035 |
-13 |
Jan10 |
090623 |
98.900 |
98.900 |
98.100 |
98.600 |
+0.200 |
19 |
343 |
+1 |
Mar10 |
090623 |
97.500 |
97.500 |
97.500 |
97.500 |
+0.200 |
9 |
54 |
+6 |
Apr10 |
090623 |
97.500 |
97.500 |
97.000 |
97.500 |
+0.600 |
6 |
20 |
+0 |
Total Volume and Open Interest |
2,292 |
22,865 |
-168 |
Lean Hogs(CME) |
Jul09 |
090623 |
60.535 |
60.735 |
59.250 |
60.130 |
-0.320 |
6,527 |
16,661 |
-881 |
Aug09 |
090623 |
60.800 |
61.350 |
59.330 |
60.450 |
-0.400 |
14,474 |
63,787 |
+1,487 |
Oct09 |
090623 |
56.950 |
57.150 |
55.900 |
56.450 |
-0.430 |
4,386 |
27,132 |
-236 |
Dec09 |
090623 |
58.750 |
58.750 |
57.500 |
57.800 |
-0.880 |
2,344 |
18,746 |
+445 |
Feb10 |
090623 |
64.400 |
64.400 |
63.300 |
63.830 |
-0.770 |
444 |
4,219 |
+197 |
Apr10 |
090623 |
68.035 |
68.900 |
67.500 |
68.900 |
+0.365 |
147 |
1,796 |
+78 |
May10 |
090623 |
73.725 |
74.785 |
73.500 |
74.785 |
-0.190 |
1 |
172 |
+0 |
Jun10 |
090623 |
76.200 |
76.850 |
75.850 |
76.850 |
+0.400 |
151 |
983 |
+61 |
Total Volume and Open Interest |
28,495 |
133,989 |
+1,175 |
Pork Bellies(CME) |
Jul09 |
090623 |
62.250 |
64.250 |
62.250 |
63.200 |
+1.300 |
32 |
317 |
-3 |
Aug09 |
090623 |
62.900 |
64.600 |
62.900 |
64.300 |
+1.600 |
91 |
401 |
+9 |
Feb10 |
090623 |
90.300 |
90.300 |
90.300 |
90.300 |
unch |
11 |
106 |
+0 |
Mar10 |
090623 |
90.000 |
90.000 |
89.400 |
89.400 |
unch |
0 |
41 |
+0 |
May10 |
090623 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
Total Volume and Open Interest |
134 |
865 |
+6 |
Class III Milk(CME) |
Jun09 |
090623 |
9.95 |
9.98 |
9.94 |
9.94 |
unch |
73 |
5,147 |
-4 |
Jul09 |
090623 |
10.04 |
10.13 |
10.03 |
10.10 |
+0.05 |
145 |
4,159 |
+22 |
Aug09 |
090623 |
10.65 |
10.80 |
10.60 |
10.73 |
+0.11 |
204 |
3,770 |
-38 |
Sep09 |
090623 |
11.50 |
11.62 |
11.41 |
11.57 |
+0.10 |
304 |
3,460 |
+59 |
Oct09 |
090623 |
12.39 |
12.50 |
12.33 |
12.41 |
-0.01 |
152 |
3,069 |
+11 |
Total Volume and Open Interest |
1,810 |
28,784 |
+307 |
Cocoa(ICE) |
Jul09 |
090623 |
2456 |
2474 |
2455 |
2474 |
+21 |
47 |
469 |
-38 |
Sep09 |
090623 |
2475 |
2499 |
2466 |
2489 |
+9 |
5,070 |
54,522 |
-2,671 |
Dec09 |
090623 |
2504 |
2518 |
2491 |
2510 |
+7 |
1,099 |
27,312 |
+321 |
Mar10 |
090623 |
2505 |
2522 |
2500 |
2514 |
+4 |
1,143 |
15,622 |
+250 |
May10 |
090623 |
2523 |
2530 |
2517 |
2521 |
+3 |
14 |
3,699 |
+6 |
Jul10 |
090623 |
2526 |
2526 |
2516 |
2526 |
+1 |
14 |
3,572 |
+2 |
Sep10 |
090623 |
2517 |
2525 |
2515 |
2525 |
-2 |
0 |
2,242 |
+0 |
Total Volume and Open Interest |
7,387 |
111,454 |
-2,130 |
Coffee "C"(ICE) |
Jul09 |
090623 |
117.15 |
118.00 |
115.15 |
116.15 |
-1.55 |
3,142 |
1,031 |
-8,995 |
Sep09 |
090623 |
120.15 |
120.60 |
117.85 |
118.95 |
-1.50 |
10,964 |
68,703 |
-390 |
Dec09 |
090623 |
122.70 |
123.25 |
120.80 |
121.75 |
-1.45 |
1,637 |
23,566 |
+690 |
Mar10 |
090623 |
125.35 |
125.90 |
123.50 |
124.55 |
-1.35 |
909 |
11,524 |
-601 |
May10 |
090623 |
126.75 |
126.75 |
126.00 |
126.65 |
-1.20 |
70 |
3,206 |
+44 |
Jul10 |
090623 |
128.25 |
128.45 |
128.25 |
128.25 |
-1.35 |
32 |
1,253 |
-3 |
Total Volume and Open Interest |
16,840 |
111,749 |
-9,176 |
Orange Juice(ICE) |
Jul09 |
090623 |
75.10 |
75.60 |
73.90 |
75.45 |
+0.40 |
1,171 |
6,133 |
-1,198 |
Sep09 |
090623 |
78.80 |
78.80 |
76.25 |
78.00 |
-0.40 |
2,274 |
18,140 |
+349 |
Nov09 |
090623 |
81.40 |
81.40 |
79.40 |
81.25 |
-0.35 |
180 |
4,417 |
+84 |
Jan10 |
090623 |
84.50 |
84.65 |
82.80 |
84.65 |
-0.30 |
70 |
964 |
+37 |
Mar10 |
090623 |
87.90 |
87.90 |
86.25 |
87.80 |
-0.40 |
32 |
787 |
+28 |
May10 |
090623 |
91.25 |
91.25 |
90.00 |
91.15 |
-0.25 |
3 |
90 |
+3 |
Total Volume and Open Interest |
3,730 |
30,762 |
-697 |
Sugar #11(ICE) |
Jul09 |
090623 |
15.00 |
15.89 |
14.99 |
15.86 |
+0.79 |
29,828 |
105,731 |
-9,035 |
Oct09 |
090623 |
16.20 |
17.00 |
16.11 |
16.98 |
+0.74 |
44,942 |
292,918 |
+8,841 |
Mar10 |
090623 |
17.17 |
17.99 |
17.10 |
17.95 |
+0.75 |
7,597 |
143,471 |
-19 |
May10 |
090623 |
16.90 |
17.58 |
16.90 |
17.57 |
+0.61 |
676 |
34,127 |
-42 |
Jul10 |
090623 |
16.80 |
17.29 |
16.80 |
17.27 |
+0.58 |
1,124 |
66,741 |
+91 |
Total Volume and Open Interest |
86,041 |
748,888 |
-94 |
Sugar #14(ICE) |
Sep09 |
090623 |
22.50 |
22.50 |
22.45 |
22.45 |
-0.04 |
45 |
2,495 |
-20 |
Total Volume and Open Interest |
45 |
2,495 |
-20 |
London Cocoa(LCE) |
Jul09 |
090623 |
1562 |
1578 |
1558 |
1570 |
+14 |
5,309 |
46,556 |
-1,028 |
Sep09 |
090623 |
1588 |
1602 |
1585 |
1597 |
+13 |
8,930 |
39,081 |
-2,048 |
Dec09 |
090623 |
1588 |
1605 |
1588 |
1601 |
+15 |
4,292 |
29,730 |
-52 |
Mar10 |
090623 |
1590 |
1600 |
1588 |
1600 |
+14 |
2,046 |
27,202 |
+777 |
May10 |
090623 |
1590 |
1600 |
1590 |
1600 |
+10 |
737 |
14,335 |
+302 |
Jul10 |
090623 |
1597 |
1601 |
1597 |
1601 |
+11 |
85 |
4,296 |
-7 |
Sep10 |
090623 |
1595 |
1595 |
1595 |
1595 |
+9 |
161 |
2,586 |
+133 |
Total Volume and Open Interest |
21,560 |
166,824 |
-1,923 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090623 |
427.10 |
439.20 |
427.00 |
438.50 |
+15.60 |
2,311 |
31,639 |
-219 |
Oct09 |
090623 |
438.80 |
451.90 |
438.70 |
450.50 |
+15.90 |
1,117 |
30,194 |
+514 |
Dec09 |
090623 |
448.00 |
459.00 |
447.00 |
458.50 |
+15.60 |
76 |
8,381 |
-22 |
Mar10 |
090623 |
454.70 |
465.50 |
454.70 |
465.00 |
+15.40 |
124 |
8,716 |
-49 |
May10 |
090623 |
461.00 |
461.00 |
458.00 |
460.40 |
+12.60 |
0 |
1,396 |
+0 |
Total Volume and Open Interest |
3,628 |
82,602 |
+224 |
Cotton(ICE) |
Jul09 |
090623 |
50.56 |
51.57 |
50.15 |
51.10 |
+0.59 |
3,386 |
5,827 |
-2,854 |
Oct09 |
090623 |
53.50 |
54.18 |
52.96 |
53.89 |
+0.48 |
450 |
2,576 |
-20 |
Dec09 |
090623 |
55.49 |
56.23 |
54.96 |
55.87 |
+0.38 |
10,509 |
86,766 |
+228 |
Mar10 |
090623 |
58.30 |
58.52 |
57.65 |
58.52 |
+0.43 |
244 |
10,671 |
+9 |
May10 |
090623 |
58.98 |
59.85 |
58.98 |
59.85 |
+0.46 |
102 |
635 |
-13 |
Jul10 |
090623 |
60.80 |
61.14 |
60.80 |
61.14 |
+0.50 |
29 |
1,739 |
+1 |
Total Volume and Open Interest |
14,751 |
110,282 |
-2,665 |
Lumber(CME) |
Jul09 |
090623 |
209.9 |
210.1 |
200.9 |
200.9 |
-10.0 |
234 |
1,913 |
-11 |
Sep09 |
090623 |
232.8 |
233.4 |
222.8 |
222.9 |
-9.9 |
409 |
5,387 |
-31 |
Nov09 |
090623 |
224.1 |
227.3 |
217.2 |
222.5 |
-4.7 |
144 |
1,116 |
+14 |
Jan10 |
090623 |
240.0 |
244.8 |
234.9 |
237.7 |
-7.2 |
21 |
690 |
+14 |
Total Volume and Open Interest |
809 |
9,153 |
-13 |
Crude Oil(NYM) |
Aug09 |
090623 |
67.15 |
69.68 |
66.37 |
69.24 |
+1.74 |
271,060 |
277,906 |
+9,020 |
Sep09 |
090623 |
68.06 |
70.47 |
67.22 |
70.03 |
+1.71 |
52,217 |
132,773 |
+4,351 |
Oct09 |
090623 |
68.86 |
71.14 |
68.23 |
70.71 |
+1.64 |
12,839 |
48,189 |
+2,264 |
Nov09 |
090623 |
69.55 |
71.55 |
68.78 |
71.33 |
+1.56 |
9,111 |
29,241 |
+2,075 |
Dec09 |
090623 |
70.20 |
72.33 |
69.36 |
71.87 |
+1.50 |
35,780 |
154,537 |
+1,650 |
Jan10 |
090623 |
70.00 |
72.28 |
70.00 |
72.28 |
+1.45 |
3,970 |
28,115 |
+1,808 |
Feb10 |
090623 |
71.43 |
72.77 |
71.43 |
72.64 |
+1.40 |
1,629 |
19,765 |
+744 |
Mar10 |
090623 |
71.20 |
73.30 |
71.20 |
73.02 |
+1.38 |
1,388 |
18,179 |
+311 |
Apr10 |
090623 |
73.06 |
73.41 |
72.93 |
73.41 |
+1.35 |
909 |
9,539 |
+386 |
May10 |
090623 |
72.66 |
73.85 |
72.29 |
73.81 |
+1.33 |
588 |
9,320 |
+204 |
Jun10 |
090623 |
72.60 |
74.64 |
72.60 |
74.21 |
+1.31 |
5,542 |
45,007 |
+1,025 |
Jul10 |
090623 |
73.67 |
74.96 |
72.73 |
74.58 |
+1.31 |
1,509 |
37,887 |
+198 |
Aug10 |
090623 |
73.81 |
74.90 |
73.49 |
74.90 |
+1.30 |
389 |
5,486 |
+82 |
Sep10 |
090623 |
73.83 |
75.23 |
73.83 |
75.23 |
+1.30 |
1,901 |
9,941 |
+1,574 |
Oct10 |
090623 |
75.56 |
75.56 |
75.56 |
75.56 |
+1.29 |
342 |
4,903 |
+87 |
Nov10 |
090623 |
75.90 |
75.90 |
75.90 |
75.90 |
+1.29 |
1,139 |
7,243 |
+427 |
Total Volume and Open Interest |
534,305 |
1,161,516 |
-3,345 |
e-miNY Crude Oil(NYM) |
Jun09 |
090515 |
58.475 |
58.925 |
56.075 |
56.350 |
-1.675 |
9,865 |
5,162 |
-184 |
Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
Aug09 |
090623 |
67.225 |
69.675 |
66.375 |
69.250 |
+1.750 |
11,714 |
2,860 |
+1,059 |
Sep09 |
090623 |
67.950 |
70.425 |
67.375 |
70.025 |
+1.700 |
201 |
363 |
+91 |
Oct09 |
090623 |
68.650 |
70.700 |
68.325 |
70.700 |
+1.625 |
4 |
104 |
-1 |
Nov09 |
090623 |
70.900 |
71.325 |
70.900 |
71.325 |
+1.550 |
0 |
22 |
+0 |
Dec09 |
090623 |
71.000 |
71.875 |
71.000 |
71.875 |
+1.500 |
4 |
104 |
+0 |
Jan10 |
090623 |
72.275 |
72.275 |
72.275 |
72.275 |
+1.450 |
|
|
|
Feb10 |
090623 |
72.650 |
72.650 |
72.650 |
72.650 |
+1.400 |
|
|
|
Mar10 |
090623 |
73.025 |
73.025 |
73.025 |
73.025 |
+1.375 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,923 |
3,512 |
-2,287 |
Heating Oil(NYM) |
Jul09 |
090623 |
172.95 |
177.66 |
170.72 |
176.90 |
+4.15 |
30,600 |
32,890 |
-4,792 |
Aug09 |
090623 |
176.92 |
182.16 |
175.00 |
181.39 |
+4.56 |
17,834 |
52,561 |
+1,939 |
Sep09 |
090623 |
180.83 |
186.42 |
179.68 |
185.68 |
+4.69 |
5,309 |
34,710 |
+837 |
Oct09 |
090623 |
183.76 |
189.92 |
183.50 |
189.45 |
+4.68 |
1,994 |
23,368 |
+14 |
Nov09 |
090623 |
187.60 |
192.90 |
186.87 |
192.47 |
+4.64 |
2,634 |
15,121 |
+495 |
Dec09 |
090623 |
190.65 |
196.23 |
189.00 |
195.44 |
+4.64 |
5,285 |
33,971 |
+408 |
Jan10 |
090623 |
195.35 |
198.81 |
194.84 |
198.44 |
+4.64 |
1,969 |
15,490 |
+503 |
Feb10 |
090623 |
198.02 |
200.76 |
196.75 |
200.39 |
+4.64 |
623 |
9,489 |
-6 |
Mar10 |
090623 |
196.50 |
201.84 |
196.50 |
201.39 |
+4.69 |
617 |
6,886 |
-32 |
Apr10 |
090623 |
198.75 |
202.00 |
197.18 |
201.59 |
+4.69 |
507 |
5,390 |
-21 |
May10 |
090623 |
199.00 |
202.49 |
199.00 |
202.19 |
+4.69 |
395 |
5,748 |
-13 |
Jun10 |
090623 |
197.50 |
202.99 |
197.50 |
202.99 |
+4.64 |
1,088 |
15,280 |
+114 |
Total Volume and Open Interest |
69,863 |
288,935 |
-319 |
Gasoline(NYMEX) |
Jul09 |
090623 |
185.78 |
191.32 |
183.68 |
189.32 |
+3.35 |
50,855 |
36,429 |
-8,652 |
Aug09 |
090623 |
185.70 |
191.03 |
183.18 |
189.07 |
+3.52 |
49,940 |
74,163 |
+3,462 |
Sep09 |
090623 |
183.90 |
190.36 |
182.90 |
188.69 |
+3.83 |
21,086 |
44,645 |
+991 |
Oct09 |
090623 |
175.30 |
180.14 |
173.79 |
178.57 |
+4.25 |
9,246 |
21,781 |
+500 |
Nov09 |
090623 |
174.93 |
178.27 |
172.54 |
177.44 |
+4.44 |
6,260 |
10,690 |
+958 |
Dec09 |
090623 |
172.86 |
179.17 |
172.80 |
178.09 |
+4.51 |
6,312 |
13,226 |
+236 |
Jan10 |
090623 |
177.71 |
180.50 |
174.98 |
180.27 |
+4.44 |
2,826 |
6,155 |
+1,493 |
Feb10 |
090623 |
179.79 |
182.77 |
179.79 |
182.77 |
+4.44 |
479 |
2,120 |
+27 |
Mar10 |
090623 |
182.61 |
185.57 |
182.60 |
185.57 |
+4.44 |
840 |
3,071 |
+332 |
Apr10 |
090623 |
199.42 |
199.42 |
199.42 |
199.42 |
+4.44 |
297 |
2,858 |
+107 |
Total Volume and Open Interest |
148,882 |
223,533 |
-630 |
e-miNY RBOB Gasoline(NYM) |
Jul09 |
090623 |
1.86 |
1.86 |
1.86 |
1.89 |
+0.03 |
0 |
1 |
+0 |
Aug09 |
090623 |
189.07 |
189.07 |
189.07 |
189.07 |
+3.52 |
2 |
2 |
+2 |
Sep09 |
090623 |
188.69 |
188.69 |
188.69 |
188.69 |
+3.83 |
|
|
|
Oct09 |
090623 |
178.57 |
178.57 |
178.57 |
178.57 |
+4.25 |
|
|
|
Total Volume and Open Interest |
2 |
5 |
+2 |
Natural Gas(NYM) |
Jul09 |
090623 |
3.933 |
4.000 |
3.827 |
3.879 |
-0.054 |
69,266 |
51,555 |
-7,053 |
Aug09 |
090623 |
4.049 |
4.132 |
3.952 |
4.007 |
-0.064 |
36,193 |
100,604 |
-583 |
Sep09 |
090623 |
4.165 |
4.238 |
4.075 |
4.129 |
-0.058 |
10,736 |
88,501 |
+1,876 |
Oct09 |
090623 |
4.410 |
4.420 |
4.265 |
4.324 |
-0.057 |
7,680 |
75,635 |
+859 |
Nov09 |
090623 |
4.994 |
5.036 |
4.890 |
4.946 |
-0.070 |
1,955 |
32,396 |
+254 |
Dec09 |
090623 |
5.665 |
5.699 |
5.504 |
5.598 |
-0.068 |
2,586 |
42,834 |
+344 |
Jan10 |
090623 |
5.960 |
5.976 |
5.838 |
5.903 |
-0.060 |
2,871 |
35,438 |
-76 |
Feb10 |
090623 |
5.963 |
5.995 |
5.870 |
5.938 |
-0.055 |
379 |
19,131 |
-40 |
Mar10 |
090623 |
5.925 |
5.930 |
5.804 |
5.868 |
-0.060 |
1,108 |
37,288 |
+77 |
Apr10 |
090623 |
5.805 |
5.805 |
5.690 |
5.743 |
-0.060 |
1,105 |
35,058 |
-174 |
May10 |
090623 |
5.838 |
5.838 |
5.735 |
5.788 |
-0.058 |
448 |
15,420 |
+165 |
Jun10 |
090623 |
5.941 |
5.941 |
5.850 |
5.883 |
-0.058 |
446 |
8,759 |
-60 |
Jul10 |
090623 |
5.998 |
6.010 |
5.950 |
5.996 |
-0.055 |
407 |
7,967 |
+4 |
Aug10 |
090623 |
6.120 |
6.120 |
6.045 |
6.083 |
-0.055 |
44 |
9,507 |
+15 |
Sep10 |
090623 |
6.170 |
6.170 |
6.110 |
6.143 |
-0.055 |
67 |
6,777 |
-26 |
Oct10 |
090623 |
6.310 |
6.310 |
6.205 |
6.258 |
-0.053 |
291 |
16,259 |
-12 |
Total Volume and Open Interest |
136,317 |
712,824 |
-4,138 |
Brent Crude Oil(ICE) |
Aug09 |
090623 |
66.89 |
69.25 |
65.90 |
68.80 |
+1.82 |
99,813 |
160,676 |
-11,757 |
Sep09 |
090623 |
67.37 |
69.84 |
66.58 |
69.40 |
+1.73 |
36,462 |
113,471 |
+3,320 |
Oct09 |
090623 |
68.13 |
70.43 |
67.31 |
70.01 |
+1.65 |
21,903 |
57,896 |
+994 |
Nov09 |
090623 |
68.30 |
70.97 |
68.14 |
70.71 |
+1.61 |
10,958 |
24,852 |
+184 |
Dec09 |
090623 |
69.00 |
71.80 |
68.83 |
71.35 |
+1.56 |
19,055 |
86,979 |
-2,376 |
Jan10 |
090623 |
70.00 |
71.92 |
69.71 |
71.88 |
+1.52 |
3,133 |
23,298 |
+420 |
Feb10 |
090623 |
70.50 |
72.39 |
70.21 |
72.36 |
+1.49 |
2,180 |
15,422 |
+38 |
Mar10 |
090623 |
70.99 |
72.85 |
70.71 |
72.83 |
+1.46 |
1,143 |
9,437 |
+577 |
Apr10 |
090623 |
71.54 |
73.32 |
71.54 |
73.30 |
+1.44 |
760 |
5,377 |
-96 |
May10 |
090623 |
74.00 |
74.00 |
73.74 |
73.74 |
+1.40 |
856 |
4,610 |
-202 |
Jun10 |
090623 |
72.40 |
74.35 |
72.18 |
74.15 |
+1.36 |
2,178 |
29,464 |
-582 |
Jul10 |
090623 |
74.54 |
74.54 |
74.54 |
74.54 |
+1.35 |
695 |
8,537 |
-225 |
Aug10 |
090623 |
74.89 |
74.89 |
74.89 |
74.89 |
+1.35 |
395 |
5,995 |
+89 |
Sep10 |
090623 |
75.24 |
75.24 |
75.24 |
75.24 |
+1.34 |
325 |
2,385 |
-13 |
Total Volume and Open Interest |
208,591 |
684,904 |
-13,634 |
Gas Oil(ICE) |
Jul09 |
090623 |
548.50 |
566.50 |
543.50 |
550.25 |
+2.25 |
32,177 |
103,778 |
-6,472 |
Aug09 |
090623 |
557.25 |
577.50 |
555.00 |
560.75 |
+1.75 |
26,114 |
71,700 |
-2,281 |
Sep09 |
090623 |
569.00 |
587.75 |
566.00 |
571.25 |
+1.00 |
12,172 |
45,479 |
-2,308 |
Oct09 |
090623 |
579.25 |
596.75 |
576.50 |
581.25 |
+0.75 |
4,001 |
33,611 |
-331 |
Nov09 |
090623 |
587.75 |
606.25 |
586.50 |
590.50 |
+0.25 |
2,000 |
21,529 |
-231 |
Dec09 |
090623 |
596.00 |
614.00 |
595.00 |
599.00 |
+0.25 |
8,754 |
63,209 |
-908 |
Jan10 |
090623 |
605.00 |
619.25 |
605.00 |
608.25 |
+0.25 |
2,380 |
27,535 |
-859 |
Feb10 |
090623 |
612.25 |
626.75 |
612.25 |
616.00 |
+0.50 |
964 |
13,872 |
+14 |
Mar10 |
090623 |
618.50 |
633.00 |
618.50 |
622.25 |
+0.50 |
1,061 |
15,788 |
-138 |
Apr10 |
090623 |
625.50 |
639.00 |
625.50 |
628.50 |
+0.50 |
478 |
8,116 |
+13 |
Total Volume and Open Interest |
93,814 |
500,226 |
-15,532 |
Ethanol(CBOT) |
Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
Jul09 |
090623 |
1.685 |
1.690 |
1.665 |
1.687 |
+0.007 |
93 |
576 |
+16 |
Aug09 |
090623 |
1.660 |
1.670 |
1.660 |
1.670 |
+0.002 |
42 |
540 |
+26 |
Sep09 |
090623 |
1.655 |
1.655 |
1.655 |
1.655 |
-0.001 |
41 |
358 |
+10 |
Oct09 |
090623 |
1.660 |
1.660 |
1.640 |
1.657 |
+0.003 |
15 |
278 |
+3 |
Nov09 |
090623 |
1.650 |
1.660 |
1.650 |
1.655 |
+0.005 |
10 |
333 |
+6 |
Dec09 |
090623 |
1.660 |
1.660 |
1.660 |
1.660 |
+0.010 |
19 |
428 |
-6 |
Jan10 |
090623 |
1.670 |
1.670 |
1.650 |
1.653 |
-0.002 |
12 |
422 |
+7 |
Total Volume and Open Interest |
277 |
4,258 |
+92 |
US Dollar Index(ICE) |
Sep09 |
090623 |
81.195 |
81.285 |
80.040 |
80.175 |
-0.965 |
5,027 |
18,092 |
+401 |
Dec09 |
090623 |
81.080 |
81.080 |
80.410 |
80.570 |
-0.940 |
0 |
2,066 |
+0 |
Mar10 |
090623 |
80.835 |
80.835 |
80.835 |
80.835 |
-0.875 |
|
|
|
Total Volume and Open Interest |
5,027 |
20,158 |
+401 |
Australian Dollar(CME) |
Sep09 |
090623 |
78.20 |
79.33 |
77.40 |
79.02 |
+0.66 |
56,354 |
79,832 |
+3,152 |
Dec09 |
090623 |
77.40 |
78.78 |
76.96 |
78.52 |
+0.66 |
17 |
258 |
+7 |
Mar10 |
090623 |
78.01 |
78.01 |
77.35 |
78.01 |
+0.66 |
0 |
15 |
+0 |
Total Volume and Open Interest |
56,371 |
80,106 |
+3,159 |
British Pound(CME) |
Sep09 |
090623 |
163.35 |
164.73 |
162.06 |
164.52 |
+1.10 |
94,116 |
83,928 |
+2,273 |
Dec09 |
090623 |
163.14 |
164.64 |
162.26 |
164.48 |
+1.10 |
55 |
238 |
-8 |
Mar10 |
090623 |
164.47 |
164.47 |
162.26 |
164.47 |
+1.08 |
|
|
|
Total Volume and Open Interest |
94,171 |
84,168 |
+2,265 |
Canadian Dollar(CME) |
Sep09 |
090623 |
86.72 |
87.28 |
86.36 |
86.88 |
+0.04 |
44,580 |
72,839 |
+203 |
Dec09 |
090623 |
86.75 |
87.29 |
86.45 |
86.94 |
+0.04 |
39 |
2,051 |
+15 |
Mar10 |
090623 |
86.76 |
87.35 |
86.56 |
87.02 |
+0.04 |
5 |
467 |
-3 |
Jun10 |
090623 |
87.15 |
87.37 |
86.66 |
87.12 |
+0.04 |
16 |
95 |
+0 |
Total Volume and Open Interest |
44,640 |
75,586 |
+215 |
Japanese Yen(CME) |
Sep09 |
090623 |
104.38 |
105.51 |
104.33 |
105.09 |
+0.72 |
64,670 |
67,105 |
+959 |
Dec09 |
090623 |
105.08 |
105.62 |
104.52 |
105.24 |
+0.72 |
1 |
154 |
+1 |
Mar10 |
090623 |
105.48 |
105.60 |
104.78 |
105.48 |
+0.70 |
0 |
14 |
+0 |
Total Volume and Open Interest |
64,671 |
67,274 |
+960 |
Swiss Franc(CME) |
Sep09 |
090623 |
92.15 |
94.08 |
91.99 |
93.82 |
+1.64 |
36,395 |
33,921 |
+2,492 |
Dec09 |
090623 |
93.97 |
94.21 |
92.20 |
93.97 |
+1.64 |
0 |
39 |
+0 |
Mar10 |
090623 |
94.18 |
94.18 |
92.56 |
94.18 |
+1.62 |
|
|
|
Total Volume and Open Interest |
36,395 |
33,960 |
+2,492 |
EuroFX(CME) |
Sep09 |
090623 |
138.48 |
141.03 |
138.21 |
140.76 |
+2.14 |
154,347 |
109,428 |
-674 |
Dec09 |
090623 |
139.62 |
140.98 |
138.25 |
140.74 |
+2.13 |
13 |
423 |
-2 |
Mar10 |
090623 |
140.75 |
140.75 |
138.40 |
140.75 |
+2.11 |
0 |
324 |
+0 |
Total Volume and Open Interest |
154,360 |
110,178 |
-676 |
Mexican Peso(CME) |
Jul09 |
090623 |
748.5 |
748.5 |
747.8 |
748.5 |
+0.8 |
|
|
|
Aug09 |
090623 |
744.5 |
744.5 |
743.8 |
744.5 |
+0.8 |
|
|
|
Total Volume and Open Interest |
11,392 |
39,211 |
+418 |
30-Year T-Bonds(CBOT) |
Sep09 |
090623 |
116~100 |
117~145 |
115~260 |
117~065 |
+0~270 |
166,922 |
684,715 |
-9,574 |
Dec09 |
090623 |
114~260 |
116~000 |
114~200 |
115~280 |
+0~270 |
13 |
390 |
+4 |
Mar10 |
090623 |
114~315 |
114~315 |
114~045 |
114~315 |
+0~270 |
0 |
51 |
+0 |
Total Volume and Open Interest |
166,935 |
685,159 |
-14,220 |
10-Year T-Notes(CBOT) |
Sep09 |
090623 |
115~070 |
115~190 |
114~175 |
115~155 |
+0~110 |
612,918 |
1,024,724 |
-50,167 |
Dec09 |
090623 |
113~285 |
114~015 |
113~225 |
114~015 |
+0~110 |
2 |
14 |
+0 |
Mar10 |
090623 |
113~015 |
113~015 |
112~225 |
113~015 |
+0~110 |
|
|
|
Total Volume and Open Interest |
612,920 |
1,024,738 |
-65,984 |
5-Year T-Notes(CBOT) |
Sep09 |
090623 |
113~117 |
114~014 |
113~086 |
114~002 |
+0~018 |
269,486 |
766,407 |
-33,419 |
Dec09 |
090623 |
112~086 |
112~086 |
112~068 |
112~086 |
+0~018 |
0 |
500 |
+0 |
Mar10 |
090623 |
112~086 |
112~086 |
112~068 |
112~086 |
+0~018 |
|
|
|
Total Volume and Open Interest |
276,554 |
789,465 |
-37,593 |
2 Year T-Notes(CBOT) |
Sep09 |
090623 |
107~116 |
107~127 |
107~104 |
107~123 |
+0~008 |
169,235 |
536,781 |
+16,116 |
Dec09 |
090623 |
107~068 |
107~068 |
107~056 |
107~064 |
+0~008 |
|
|
|
Mar10 |
090623 |
107~064 |
107~064 |
107~056 |
107~064 |
+0~008 |
|
|
|
Total Volume and Open Interest |
170,506 |
539,179 |
+15,449 |
Eurodollars(CME) |
Sep09 |
090623 |
99.250 |
99.280 |
99.240 |
99.275 |
+0.020 |
239,030 |
1,077,269 |
-102 |
Dec09 |
090623 |
99.005 |
99.060 |
98.975 |
99.055 |
+0.050 |
304,349 |
891,257 |
+4,296 |
Mar10 |
090623 |
98.745 |
98.805 |
98.690 |
98.795 |
+0.055 |
284,245 |
733,814 |
+3,718 |
Jun10 |
090623 |
98.370 |
98.435 |
98.305 |
98.420 |
+0.050 |
243,308 |
543,334 |
+5,719 |
Sep10 |
090623 |
97.985 |
98.045 |
97.915 |
98.030 |
+0.045 |
248,455 |
463,456 |
+3,277 |
Dec10 |
090623 |
97.600 |
97.625 |
97.500 |
97.610 |
+0.040 |
194,384 |
580,637 |
-6,495 |
Mar11 |
090623 |
97.195 |
97.255 |
97.130 |
97.240 |
+0.035 |
150,415 |
335,956 |
+8,401 |
Jun11 |
090623 |
96.825 |
96.885 |
96.760 |
96.870 |
+0.035 |
116,794 |
316,988 |
+2,275 |
Sep11 |
090623 |
96.495 |
96.555 |
96.430 |
96.545 |
+0.035 |
58,388 |
216,046 |
-18,628 |
Dec11 |
090623 |
96.210 |
96.250 |
96.125 |
96.240 |
+0.030 |
57,890 |
146,545 |
-2,667 |
Mar12 |
090623 |
96.000 |
96.040 |
95.910 |
96.025 |
+0.025 |
49,053 |
108,950 |
-3,159 |
Jun12 |
090623 |
95.805 |
95.840 |
95.715 |
95.830 |
+0.025 |
49,371 |
111,998 |
+2,890 |
Sep12 |
090623 |
95.650 |
95.685 |
95.560 |
95.670 |
+0.025 |
19,457 |
67,697 |
-727 |
Dec12 |
090623 |
95.485 |
95.535 |
95.410 |
95.515 |
+0.025 |
13,389 |
58,467 |
-331 |
Mar13 |
090623 |
95.390 |
95.445 |
95.325 |
95.425 |
+0.030 |
14,893 |
63,968 |
+1,081 |
Jun13 |
090623 |
95.290 |
95.335 |
95.210 |
95.310 |
+0.030 |
12,690 |
29,980 |
+1,378 |
Sep13 |
090623 |
95.155 |
95.235 |
95.120 |
95.215 |
+0.035 |
6,592 |
40,145 |
-167 |
Dec13 |
090623 |
95.050 |
95.120 |
95.005 |
95.105 |
+0.040 |
6,708 |
28,002 |
+43 |
Total Volume and Open Interest |
2,105,539 |
6,054,154 |
+4,875 |
30 Day Federal Funds(CBOT) |
Jun09 |
090623 |
99.783 |
99.783 |
99.780 |
99.780 |
unch |
4,983 |
55,366 |
-1,283 |
Jul09 |
090623 |
99.775 |
99.785 |
99.775 |
99.780 |
unch |
4,595 |
49,829 |
+1,294 |
Aug09 |
090623 |
99.760 |
99.765 |
99.760 |
99.765 |
unch |
2,309 |
42,770 |
+211 |
Sep09 |
090623 |
99.745 |
99.745 |
99.735 |
99.740 |
unch |
2,386 |
31,283 |
+633 |
Oct09 |
090623 |
99.730 |
99.730 |
99.715 |
99.720 |
unch |
3,174 |
31,869 |
+368 |
Nov09 |
090623 |
99.680 |
99.685 |
99.670 |
99.680 |
unch |
7,364 |
58,262 |
+1,155 |
Total Volume and Open Interest |
44,640 |
415,652 |
+1,829 |
30 Day Fed Funds(e-CBOT) |
Jun09 |
090519 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
4,060 |
48,665 |
-408 |
Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Sep09 |
090623 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Dec09 |
090623 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Mar10 |
090623 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Jun10 |
090623 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Sep10 |
090623 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Dec10 |
090623 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
Mar11 |
090623 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
Jun11 |
090623 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
Sep11 |
090623 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
Dec11 |
090623 |
99.03 |
99.03 |
99.03 |
99.03 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090623 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
49 |
9,378 |
+166 |
Dec09 |
090623 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
3,074 |
+0 |
Mar10 |
090623 |
99.51 |
99.51 |
99.49 |
99.49 |
unch |
0 |
2,498 |
+0 |
Jun10 |
090623 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
1,023 |
+0 |
Sep10 |
090623 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
281 |
+0 |
Dec10 |
090623 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
252 |
+0 |
Mar11 |
090623 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
Jun11 |
090623 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
49 |
18,219 |
-274 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090623 |
137.21 |
137.45 |
137.21 |
137.37 |
+0.22 |
1,532 |
15,806 |
-800 |
Dec09 |
090623 |
136.98 |
136.98 |
136.98 |
136.98 |
+0.22 |
|
|
|
Mar10 |
090623 |
136.75 |
136.75 |
136.75 |
136.75 |
+0.22 |
|
|
|
Total Volume and Open Interest |
1,532 |
15,589 |
-217 |
Euro-Bund(EUREX) |
Sep09 |
090623 |
120.30 |
120.32 |
119.85 |
120.23 |
+0.54 |
715,874 |
851,266 |
-3,093 |
Dec09 |
090623 |
118.80 |
118.93 |
118.75 |
118.93 |
+0.54 |
431 |
53 |
+0 |
Mar10 |
090623 |
118.66 |
118.66 |
118.66 |
118.66 |
+0.45 |
|
|
|
Total Volume and Open Interest |
716,305 |
851,319 |
-3,093 |
Euro-Bobl(EUREX) |
Sep09 |
090622 |
114.82 |
114.97 |
114.67 |
114.95 |
+0.30 |
306,661 |
639,977 |
+6,307 |
Dec09 |
090623 |
113.66 |
113.66 |
113.66 |
113.66 |
-0.05 |
111 |
78 |
-2 |
Mar10 |
090623 |
113.35 |
113.35 |
113.35 |
113.35 |
+0.05 |
|
|
|
Total Volume and Open Interest |
334,100 |
652,402 |
-1,319 |
3-Mth Euribor(EUREX) |
Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
Dec09 |
090623 |
98.775 |
98.780 |
98.750 |
98.770 |
-0.010 |
18 |
4,827 |
+0 |
Total Volume and Open Interest |
3,002 |
32,595 |
+989 |
Long Gilt(LIFFE) |
Jun09 |
090623 |
119~00 |
119~10 |
118~32 |
119~09 |
+0~24 |
377 |
38,731 |
-249 |
Sep09 |
090623 |
117~21 |
117~26 |
117~06 |
117~23 |
+0~05 |
67,233 |
218,035 |
-2,079 |
Total Volume and Open Interest |
67,836 |
256,769 |
-2,076 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090623 |
98.77 |
98.81 |
98.77 |
98.81 |
+0.03 |
54,048 |
277,518 |
+11,189 |
Dec09 |
090623 |
98.59 |
98.62 |
98.56 |
98.61 |
+0.02 |
49,958 |
256,659 |
+5,983 |
Mar10 |
090623 |
98.37 |
98.38 |
98.30 |
98.36 |
+0.01 |
57,818 |
361,335 |
+4,990 |
Jun10 |
090623 |
97.92 |
97.94 |
97.82 |
97.90 |
+0.01 |
40,388 |
276,970 |
+4,071 |
Sep10 |
090623 |
97.44 |
97.48 |
97.34 |
97.42 |
+0.01 |
37,067 |
241,418 |
-5,285 |
Dec10 |
090623 |
96.90 |
96.97 |
96.82 |
96.91 |
unch |
22,324 |
192,463 |
+1,765 |
Total Volume and Open Interest |
302,273 |
1,968,989 |
+26,781 |
3-Mth Euribor(LIFFE) |
Sep09 |
090623 |
98.875 |
98.900 |
98.860 |
98.885 |
+0.005 |
114,050 |
652,127 |
+2,699 |
Dec09 |
090623 |
98.775 |
98.795 |
98.735 |
98.770 |
unch |
116,999 |
522,176 |
+5,748 |
Mar10 |
090623 |
98.630 |
98.670 |
98.580 |
98.620 |
-0.005 |
123,035 |
488,603 |
-4,121 |
Total Volume and Open Interest |
732,500 |
3,133,828 |
+27,141 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090623 |
96.78 |
96.82 |
96.78 |
96.80 |
+0.02 |
17,434 |
289,918 |
+670 |
Dec09 |
090623 |
96.61 |
96.69 |
96.61 |
96.67 |
+0.06 |
16,857 |
195,167 |
+292 |
Mar10 |
090623 |
96.24 |
96.33 |
96.23 |
96.32 |
+0.10 |
8,613 |
115,182 |
-3,385 |
Jun10 |
090623 |
95.73 |
95.86 |
95.73 |
95.84 |
+0.12 |
3,463 |
78,039 |
-290 |
Sep10 |
090623 |
95.27 |
95.37 |
95.26 |
95.36 |
+0.12 |
2,398 |
47,503 |
+493 |
Dec10 |
090623 |
94.85 |
94.96 |
94.85 |
94.94 |
+0.11 |
1,146 |
28,747 |
+32 |
Mar11 |
090623 |
94.50 |
94.60 |
94.50 |
94.58 |
+0.12 |
595 |
16,147 |
+155 |
Jun11 |
090623 |
94.21 |
94.26 |
94.17 |
94.23 |
+0.10 |
1,001 |
10,443 |
+418 |
Sep11 |
090623 |
93.90 |
93.96 |
93.90 |
93.92 |
+0.09 |
427 |
3,035 |
+185 |
Dec11 |
090623 |
93.64 |
93.64 |
93.64 |
93.64 |
+0.11 |
105 |
891 |
+105 |
Total Volume and Open Interest |
52,044 |
785,807 |
-1,320 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090623 |
94.30 |
94.45 |
94.30 |
94.43 |
-0.09 |
29,292 |
281,662 |
+4,533 |
Dec09 |
090623 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.14 |
|
|
|
Total Volume and Open Interest |
37,199 |
305,415 |
-2,770 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090615 |
95.33 |
95.44 |
95.33 |
95.43 |
+0.10 |
92,166 |
274,628 |
+58,123 |
Dec09 |
090623 |
95.18 |
95.18 |
95.18 |
95.18 |
+0.13 |
|
|
|
Total Volume and Open Interest |
88,090 |
393,078 |
-43,013 |
Gold(CMX) |
Jun09 |
090623 |
921.9 |
926.5 |
917.3 |
923.9 |
+3.3 |
73 |
533 |
+2 |
Aug09 |
090623 |
922.5 |
927.4 |
913.2 |
924.3 |
+3.3 |
57,557 |
229,514 |
-1,830 |
Oct09 |
090623 |
923.6 |
928.7 |
915.0 |
925.6 |
+3.2 |
457 |
11,935 |
+92 |
Dec09 |
090623 |
925.6 |
930.0 |
915.8 |
926.9 |
+3.2 |
1,034 |
48,212 |
+364 |
Feb10 |
090623 |
925.9 |
930.5 |
919.0 |
928.1 |
+3.1 |
78 |
14,507 |
+52 |
Apr10 |
090623 |
924.8 |
931.8 |
921.7 |
929.4 |
+3.1 |
111 |
15,411 |
-12 |
Jun10 |
090623 |
923.3 |
933.1 |
923.3 |
931.2 |
+3.0 |
1,236 |
9,146 |
-1,185 |
Aug10 |
090623 |
933.2 |
933.2 |
933.2 |
933.2 |
+3.0 |
0 |
3,053 |
+0 |
Oct10 |
090623 |
935.4 |
935.4 |
935.4 |
935.4 |
+3.0 |
0 |
1,237 |
+0 |
Dec10 |
090623 |
937.4 |
940.0 |
937.4 |
938.0 |
+3.0 |
2,487 |
13,121 |
+216 |
Feb11 |
090623 |
941.0 |
941.0 |
941.0 |
941.0 |
+3.0 |
0 |
12 |
+0 |
Apr11 |
090623 |
944.3 |
944.3 |
944.3 |
944.3 |
+3.0 |
|
|
|
Total Volume and Open Interest |
64,694 |
373,641 |
-3,372 |
Silver(CMX) |
Jul09 |
090623 |
1372.0 |
1388.0 |
1359.5 |
1384.5 |
+14.0 |
21,656 |
36,144 |
-845 |
Sep09 |
090623 |
1376.5 |
1391.0 |
1363.5 |
1387.6 |
+13.8 |
8,223 |
34,698 |
+4,416 |
Dec09 |
090623 |
1381.5 |
1395.0 |
1369.5 |
1391.7 |
+13.8 |
1,620 |
20,507 |
+172 |
Mar10 |
090623 |
1376.0 |
1394.3 |
1376.0 |
1394.3 |
+13.7 |
416 |
6,415 |
-38 |
May10 |
090623 |
1395.8 |
1395.8 |
1395.8 |
1395.8 |
+13.7 |
3 |
2,575 |
+3 |
Jul10 |
090623 |
1397.2 |
1397.2 |
1397.2 |
1397.2 |
+13.7 |
73 |
2,894 |
-17 |
Sep10 |
090623 |
1399.1 |
1399.1 |
1399.1 |
1399.1 |
+13.7 |
0 |
62 |
+0 |
Total Volume and Open Interest |
32,130 |
111,380 |
+3,640 |
Platinum(NYMEX) |
Jul09 |
090623 |
1166.7 |
1173.4 |
1155.6 |
1165.4 |
-3.7 |
1,863 |
12,955 |
-918 |
Oct09 |
090623 |
1180.0 |
1181.0 |
1163.1 |
1173.6 |
-3.5 |
1,142 |
10,724 |
+836 |
Jan10 |
090623 |
1180.6 |
1180.6 |
1177.1 |
1177.1 |
-3.5 |
1 |
227 |
+0 |
Total Volume and Open Interest |
3,006 |
23,906 |
-82 |
Palladium(NYMEX) |
Jun09 |
090623 |
230.90 |
236.80 |
230.90 |
236.80 |
+3.35 |
2 |
267 |
-1 |
Sep09 |
090623 |
235.60 |
237.90 |
230.50 |
237.00 |
+3.10 |
536 |
15,565 |
-39 |
Dec09 |
090623 |
238.00 |
238.30 |
232.35 |
238.20 |
+3.10 |
2 |
290 |
+0 |
Total Volume and Open Interest |
540 |
16,122 |
-40 |
Copper(CMX) |
Jul09 |
090623 |
212.30 |
220.20 |
211.15 |
219.85 |
+6.65 |
18,856 |
24,051 |
-4,515 |
Sep09 |
090623 |
213.70 |
221.50 |
212.35 |
221.20 |
+6.80 |
9,368 |
64,348 |
+3,372 |
Dec09 |
090623 |
216.20 |
222.40 |
216.20 |
222.20 |
+6.75 |
628 |
11,969 |
+409 |
Mar10 |
090623 |
222.65 |
222.65 |
222.20 |
222.65 |
+6.75 |
28 |
2,269 |
-2 |
May10 |
090623 |
222.75 |
222.75 |
222.75 |
222.75 |
+6.75 |
1 |
614 |
+0 |
Total Volume and Open Interest |
29,747 |
113,345 |
-402 |
Aluminum(CMX) |
Jun09 |
090623 |
73.75 |
73.75 |
73.75 |
73.75 |
+1.50 |
|
|
|
Jul09 |
090623 |
74.25 |
74.25 |
74.25 |
74.25 |
+1.50 |
|
|
|
Aug09 |
090623 |
74.75 |
74.75 |
74.75 |
74.75 |
+1.50 |
|
|
|
Sep09 |
090623 |
75.25 |
75.25 |
75.25 |
75.25 |
+1.50 |
|
|
|
Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep09 |
090623 |
8285 |
8324 |
8228 |
8257 |
-26 |
1,188 |
7,357 |
+468 |
Dec09 |
090623 |
8220 |
8220 |
8199 |
8199 |
-31 |
25 |
38 |
+20 |
Mar10 |
090623 |
8157 |
8183 |
8157 |
8157 |
-26 |
1 |
1 |
+1 |
Jun10 |
090623 |
8107 |
8133 |
8107 |
8107 |
-26 |
|
|
|
Total Volume and Open Interest |
1,214 |
7,396 |
+489 |
S & P 500(CME) |
Sep09 |
090623 |
888.40 |
894.30 |
884.30 |
890.20 |
+1.60 |
24,575 |
382,111 |
+5,196 |
Dec09 |
090623 |
886.00 |
890.40 |
880.40 |
886.00 |
+1.60 |
64 |
6,745 |
+123 |
Mar10 |
090623 |
882.60 |
887.00 |
877.00 |
882.60 |
+1.60 |
0 |
3,194 |
+0 |
Jun10 |
090623 |
880.60 |
885.00 |
875.00 |
880.60 |
+1.60 |
0 |
2 |
-11 |
Total Volume and Open Interest |
24,639 |
392,052 |
+5,308 |
S & P 500 E-Mini(Globex) |
Sep09 |
090623 |
888.75 |
894.50 |
884.25 |
890.25 |
+1.75 |
2,041,598 |
2,261,507 |
+2,657 |
Dec09 |
090623 |
883.75 |
890.00 |
880.50 |
886.00 |
+1.50 |
1,197 |
2,774 |
+593 |
Total Volume and Open Interest |
1,625,094 |
2,264,302 |
+3,251 |
NASDAQ 100(CME) |
Sep09 |
090623 |
1427.80 |
1434.00 |
1411.00 |
1424.00 |
-4.00 |
1,990 |
11,431 |
+539 |
Dec09 |
090623 |
1423.00 |
1423.00 |
1420.80 |
1423.00 |
-4.00 |
0 |
12 |
+0 |
Mar10 |
090623 |
1422.00 |
1422.00 |
1419.80 |
1422.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
1,990 |
11,443 |
+539 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090623 |
1427.80 |
1434.30 |
1412.00 |
1424.00 |
-4.00 |
280,991 |
233,798 |
+2,186 |
Dec09 |
090623 |
1425.50 |
1432.30 |
1411.50 |
1423.00 |
-4.00 |
12 |
26 |
+8 |
Total Volume and Open Interest |
281,003 |
233,825 |
+2,194 |
S & P Midcap 400(CME) |
Sep09 |
090623 |
557.00 |
558.00 |
549.00 |
551.10 |
-6.00 |
4 |
2,427 |
+1 |
Dec09 |
090623 |
549.10 |
549.60 |
549.10 |
549.10 |
-6.00 |
|
|
|
Mar10 |
090623 |
547.10 |
548.60 |
547.10 |
547.10 |
-7.00 |
|
|
|
Total Volume and Open Interest |
4 |
2,427 |
+1 |
Russell 2000(CME) |
Sep09 |
090623 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
556 |
5,152 |
+271 |
Dec09 |
090623 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
Mar10 |
090623 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090623 |
9610 |
9650 |
9500 |
9550 |
-270 |
90,840 |
142,148 |
+1,298 |
Dec09 |
090623 |
9510 |
9510 |
9510 |
9510 |
-270 |
40 |
769 |
+10 |
Total Volume and Open Interest |
90,885 |
148,653 |
+2,643 |
Nikkei 225(SGX) |
Sep09 |
090623 |
9610 |
9650 |
9500 |
9550 |
-270 |
90,840 |
142,148 |
+1,298 |
Dec09 |
090623 |
9510 |
9510 |
9510 |
9510 |
-270 |
40 |
769 |
+10 |
Mar10 |
090623 |
9525 |
9525 |
9525 |
9525 |
-275 |
0 |
75 |
+0 |
Total Volume and Open Interest |
90,885 |
148,653 |
+2,643 |
CAC 40(EURONEXT) |
Jul09 |
090623 |
3103.5 |
3140.0 |
3093.0 |
3112.0 |
-8.0 |
139,382 |
368,092 |
+26,638 |
Aug09 |
090623 |
3109.0 |
3135.5 |
3102.0 |
3113.0 |
-8.0 |
150 |
332 |
+92 |
Sep09 |
090623 |
3100.0 |
3137.0 |
3094.0 |
3110.0 |
-8.5 |
849 |
38,668 |
+25 |
Total Volume and Open Interest |
140,382 |
409,710 |
-273,853 |
Hang Seng Index(HKFE) |
Jun09 |
090623 |
17513 |
17658 |
17325 |
17471 |
-574 |
79,930 |
82,870 |
+542 |
Jul09 |
090623 |
17503 |
17650 |
17324 |
17476 |
-563 |
1,745 |
6,141 |
+1,408 |
Total Volume and Open Interest |
81,818 |
91,639 |
+1,942 |
DAX(EUREX) |
Sep09 |
090623 |
4684.0 |
4757.0 |
4673.0 |
4707.5 |
-153.5 |
56,207 |
109,113 |
+12,256 |
Dec09 |
090623 |
4686.5 |
4757.0 |
4685.0 |
4712.5 |
-154.0 |
7,419 |
8,087 |
+519 |
Mar10 |
090623 |
4750.0 |
4750.0 |
4724.0 |
4724.0 |
|
|
|
|
FT-SE 100(EURONEXT) |
Sep09 |
090623 |
4189.50 |
4232.50 |
4182.50 |
4193.50 |
-15.00 |
142,169 |
625,339 |
-799 |
Dec09 |
090623 |
4160.00 |
4199.00 |
4160.00 |
4165.50 |
-15.00 |
5 |
4,368 |
+1 |
Mar10 |
090623 |
4140.50 |
4140.50 |
4140.50 |
4140.50 |
-15.00 |
|
|
|
Total Volume and Open Interest |
142,174 |
629,707 |
-194,944 |
SPI 200(SFE) |
Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
Sep09 |
090623 |
3884.0 |
3886.0 |
3757.0 |
3767.0 |
-122.0 |
22,188 |
236,151 |
-11,422 |
Dec09 |
090623 |
3775.0 |
3780.0 |
3774.0 |
3774.0 |
-123.0 |
0 |
3,501 |
+0 |
Total Volume and Open Interest |
22,188 |
243,460 |
-11,422 |
GSCI(CME) |
Jul09 |
090623 |
445.00 |
453.00 |
440.50 |
450.00 |
+9.00 |
637 |
15,980 |
-67 |
Aug09 |
090623 |
456.00 |
456.00 |
445.00 |
456.00 |
+9.50 |
2 |
0 |
+0 |
Sep09 |
090623 |
459.00 |
459.00 |
449.00 |
459.00 |
+7.00 |
|
|
|
Total Volume and Open Interest |
639 |
15,980 |
-67 |
Reuters CCI(ICE) |
Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
0 |
151 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|